-5.9%
DASH vs EL
-50.4%
+44.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +7.6% | -10.4% | -5.2% |
| 30D | -9.3% | +15.7% | -25.0% | -14.1% |
| 3M | -15.1% | +30.5% | -45.6% | -23.7% |
| 6M | +8.7% | +32.5% | -23.8% | -3.3% |
| YTD | -21.3% | +9.4% | -30.7% | -26.5% |
| 1Y | -12.7% | +28.4% | -41.0% | -23.8% |
| 3Y | +103.8% | +4.4% | +99.3% | +72.3% |
| 5Y | -16.8% | -64.5% | +47.7% | +36.0% |
| All | -5.9% | -50.4% | +44.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling